Search: Index of Commodity Prices
RBA Glossary definition for Index of Commodity Prices
Index of Commodity Prices – A Reserve Bank of Australia-compiled index which provides a measure of price movements in rural and non-rural (including base metals) commodities in Australian Dollars (AUD), Special Drawing Rights (SDR) and United States Dollars (USD).
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Appendix A: Details of the VAR
29 May 2017
RDP
2017-02
Commodity prices: Index of commodity prices in US dollars (RBA statistical table I2 Commodity Prices). ... Underlying inflation: Quarterly inflation of the trimmed mean consumer price index excluding interest and tax changes (RBA statistical table G1
https://www.rba.gov.au/publications/rdp/2017/2017-02/appendix-a.html
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DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
Profit maximisation by the final goods producers implies the following aggregate price index:. ... and price growth in world commodity prices.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
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Appendix A: Data Sources
31 Dec 2005
RDP
2005-01
Table A3 contains a list of the commodities included in the construction of the fixed-weight commodity price index, the data sources for their prices and each commodity's average share ... Table A3: Commodities Included in the Fixed-weight Commodity
https://www.rba.gov.au/publications/rdp/2005/2005-01/appendix-a.html
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Appendix B: Data Descriptions and Sources
31 Dec 2005
RDP
2005-06
Download the Paper 205. KB. Real commodity prices (comm): Index of commodity prices in US dollars (Reserve Bank of Australia), deflated by the United States underlying CPI (Datastream code: USCPXFDEE). ... Inflation (π): Quarterly inflation of the
https://www.rba.gov.au/publications/rdp/2005/2005-06/appendix-b.html
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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
11 Oct 2022
RDP
2022-04
the price elasticity of demand). When. σ. 21. 0. ,. the identifying restrictions do not rule out the possibility that the demand curve is horizontal (which occurs when. ... The fall in quantity required for price to fall by 1 per cent can be made
https://www.rba.gov.au/publications/rdp/2022/2022-04/full.html
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The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
1 Feb 2020
RDP
2020-02
The housing price index is deflated by the (trimmed mean) consumer price index to arrive at a real measure. ... t. is the log difference in the real dwelling price index for region i from quarter t to quarter t h, where h.
https://www.rba.gov.au/publications/rdp/2020/2020-02/full.html
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Trade Invoicing Currency and First-stage Exchange Rate Pass-through
1 Jun 2016
RDP
2016-05
import price index for these goods is close to one-for-one (Figure 4). ... where:. Δp. i,t. is the log difference of the import price index for two-digit SITC division i.
https://www.rba.gov.au/publications/rdp/2016/2016-05/full.html
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China's Evolving Monetary Policy Framework in International Context
1 Dec 2019
RDP
2019-11
Medium term. BoE. Single. Price stability. 1992. 2, tolerance band of 1–3. ... At all times. BoJ. Single. Price stability. 2013. 2. Medium-to-long term.
https://www.rba.gov.au/publications/rdp/2019/2019-11/full.html
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A Panel VAR
31 Dec 2012
RDP
2012-01
We also include oil and non-fuel commodities prices (in SDR terms). ... Exogenous indicators – constructed giving equal weight to contemporaneous and one lag of both oil price inflation and non-fuel commodity price inflation:.
https://www.rba.gov.au/publications/rdp/2012/2012-01/panel.html
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Robustness
31 Dec 2012
RDP
2012-02
RBA Index of Commodity Prices. Australian terms of trade. Weighted real foreign interest rate.
https://www.rba.gov.au/publications/rdp/2012/2012-02/robustness.html
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